Anic Equity¶

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Total return since start: 0.551 %¶

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Equity now: -----------------------------> 47377.37 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 45979.38 Kr¶

PnL: ---------------------------------------> -909.19 Kr¶

DD now: ---------------------------------> -2.576 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-27 13:52:15.982257'

Anic Portfolio¶

Today¶

Return: 0.143 %¶

This Week¶

Return: -1.118 %¶

Total¶

Return: 55.101 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 0.960000 3140.000000 213.000000 7.280000 2927.000000
HEBA B 70 0.760000 2793.000000 157.000000 5.960000 2636.000010
HMS Networks 2 -0.810000 784.400000 111.400000 16.550000 673.000000
Nordea Bank Abp 29 0.950000 3516.540000 62.540000 1.810000 3453.999992
MedCap 2 1.300000 469.000000 48.000000 11.400000 421.000000
Samhällsbyggnadsbo. i Norden B 20 2.360000 399.000000 44.000000 12.390000 355.000000
SAAB B 8 -0.720000 3418.400000 41.400000 1.230000 3377.000000
Boozt 12 0.790000 1684.800000 30.800000 1.860000 1653.999996
Resurs Holding 22 1.190000 600.820000 26.820000 4.670000 573.999998
Corem Property Group B 59 0.100000 599.440000 22.440000 3.890000 576.999999
AcadeMedia 12 -0.120000 577.920000 20.920000 3.760000 557.000004
Swedbank A 3 1.510000 584.550000 20.550000 3.640000 564.000000
Intrum 4 -0.040000 544.600000 17.600000 3.340000 527.000000
Eastnine 4 0.480000 506.400000 15.400000 3.140000 491.000000
OEM International B 7 -0.900000 541.100000 13.100000 2.480000 527.999997
Securitas B 6 1.190000 582.960000 12.960000 2.270000 570.000000
Norva24 Group 16 -0.230000 552.640000 9.640000 1.780000 543.000000
Samhällsbyggnadsbo. i Norden D 12 2.820000 253.680000 7.680000 3.120000 246.000000
Fastighetsbolag. Emilshus Pref 21 -1.090000 569.100000 7.100000 1.260000 562.000005
Creaspac SPAC 6 0.210000 582.000000 5.000000 0.870000 577.000002
Karnov Group 9 -0.170000 539.100000 3.100000 0.580000 536.000004
Coor Service Management Hold. 8 -0.370000 533.600000 1.600000 0.300000 532.000000
Handelsbanken A 5 0.420000 542.250000 -3.750000 -0.690000 546.000000
Midsona B 63 0.330000 570.150000 -12.850000 -2.200000 582.999984
International Petroleum Corp. 5 3.710000 572.500000 -22.070000 -3.710000 594.565215
CTEK 13 -3.750000 510.770000 -23.230000 -4.350000 533.999999
Essity B 2 -0.730000 545.200000 -28.800000 -5.020000 574.000000
Essity A 4 -0.180000 1096.000000 -53.000000 -4.610000 1149.000000
Vivesto 1368 -1.530000 545.560000 -67.440000 -11.000000 612.999432
Sampo Oyj SDB 7 0.280000 3769.500000 -80.500000 -2.090000 3850.000000
Fasadgruppen Group 35 1.160000 3654.000000 -157.000000 -4.120000 3810.999990
Beijer Electronics Group 26 -1.670000 2756.000000 -215.000000 -7.240000 2971.000006
OX2 18 0.570000 1426.500000 -237.500000 -14.270000 1663.999992
Axfood 13 0.260000 3477.500000 -278.500000 -7.410000 3756.000001
Ovzon 52 -1.310000 2740.400000 -621.600000 -18.490000 3361.999992
TOTAL 45979.380000 -909.190000 -2.57562% 46888.564618

Updated:¶

'2023-01-27 13:52:29.089695'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶